+13,824.1%
MA vs MRK
+841.5%
+12,982.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.6% |
| 7D | -2.7% | +1.3% | -4.0% | -3.3% |
| 30D | +1.5% | +17.1% | -15.6% | -5.6% |
| 3M | +20.4% | +25.9% | -5.5% | +8.3% |
| 6M | +11.1% | +26.8% | -15.7% | -0.9% |
| YTD | +2.0% | +44.9% | -43.0% | -14.4% |
| 1Y | -2.2% | +84.8% | -87.0% | -26.7% |
| 3Y | +41.9% | +50.1% | -8.2% | +13.2% |
| 5Y | +75.4% | +127.4% | -52.1% | +11.5% |
| 10Y | +527.5% | +240.0% | +287.6% | +226.2% |
| All | +13,824.1% | +841.5% | +12,982.6% | +3,949.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MRK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling